+15.2%
D vs LTH
+142.9%
-127.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | +3.0% | +4.5% | -1.5% | +2.6% |
| 30D | +11.5% | +16.3% | -4.9% | +10.2% |
| 3M | +3.7% | +8.4% | -4.6% | +3.0% |
| 6M | +13.5% | +40.3% | -26.7% | +10.5% |
| YTD | +20.7% | +77.3% | -56.6% | +15.1% |
| 1Y | +18.2% | +88.0% | -69.7% | +12.1% |
| 3Y | +73.3% | +274.3% | -201.0% | +53.5% |
| All | +15.2% | +142.9% | -127.7% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling